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News/Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
arxiv
PublishedJune 10, 2026 at 4:00 AM

Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series

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arXiv:2605.30292v2 Announce Type: replace-cross Abstract: Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training. However, these assumptions are impractical in many settings,

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